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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Analysis"
~subject:"CAPM"
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Option pricing theory
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Finance and stochastics
25
Journal of mathematical finance
22
Quantitative finance
22
The journal of computational finance
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International journal of financial engineering
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NBER working paper series
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Risks : open access journal
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
2
Valuation of fixed and variable rate mortgages : binomial tree versus analytical approximations
Hürlimann, Werner
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 171-202
Persistent link: https://www.econbiz.de/10009656919
Saved in:
3
Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
Saved in:
4
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
5
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
6
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
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